LLY - Options Database

LLY

ELI LILLY AND CO

$1383.49 +7.39%

(10/29 09:40) ◀

Thursday, October 29, 2026 (9:45am)

▶ (10/29 09:50)

◀ 10/29 09:45 ▶

Option Volume

Detail

ℹ

Current (10/29 9:45am) 11,055

Calls: 6,752 (61%)

Puts: 4,303 (39%)

Prior (10/15) 5,658

Calls: 3,819 (67%)

Puts: 1,839 (33%)

Current vs Prior +95.39%

Calls: +76.80% (Calls)

Puts: +133.99% (Puts)

Prior 7-Day Total 297,081

Calls: 176,006 (59%)

Puts: 121,075 (41%)

Prior 7-Day Average 42,440

Calls: 25,143 (59%)

Puts: 17,296 (41%)

Current vs Prior 7-Day Avg -73.95%

Calls: -73.15%

Puts: -75.12%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 9:45am) $50.29M

Calls: $44.72M (89%)

Puts: $5.57M (11%)

Prior (10/15) $11.28M

Calls: $8.71M (77%)

Puts: $2.57M (23%)

Current vs Prior +345.97%

Calls: +413.43%

Puts: +117.01%

Prior 7-Day Total $752.10M

Calls: $553.11M (74%)

Puts: $198.99M (26%)

Prior 7-Day Average $107.44M

Calls: $79.02M (74%)

Puts: $28.43M (26%)

Current vs Prior 7-Day Avg -53.19%

Calls: -43.40%

Puts: -80.41%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 9:45am) 0.64

Prior (10/15) 0.48

Current vs Prior +32.34%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -22.77%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/29 9:45am) 329,225

Calls: 143,631 (44%)

Puts: 185,594 (56%)

Prior (10/15) 343,401

Calls: 158,615 (46%)

Puts: 184,786 (54%)

Current vs Prior -4.13%

Prior 7-Day Total 2,379,769

Calls: 1,073,840 (45%)

Puts: 1,305,929 (55%)

Prior 7-Day Average 339,967

Calls: 153,405 (45%)

Puts: 186,561 (55%)

Current vs Prior 7-Day Avg -3.16%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)

Current 3.89% | 5.35%7.74% | 10.92%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -38.14% | -29.55%-11.95% | -6.13%

Prior 7-Day Avg 2.91% | 4.74%4.85% | 10.68%

Current vs 7-Day Avg +33.61% | +12.98%+59.59% | +2.26%

Prior 7-Day Eod 6.29% | 7.60%8.92% | 11.64%

Current vs 7-Day Eod -38.14% | -29.55%-13.18% | -6.19%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 29.81% | 24.16%

Calls: 24.34% | 14.29%

Puts: 35.29% | 34.02%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior +2.62% | +47.32%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg +5.99% | +16.43%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($44.72M) vs puts ($5.57M). Massive premium surge with dollar volume up 346% vs prior. Above-average activity with volume up 95% vs prior. Bullish P/C ratio of 0.64.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 130 of results (avg 7.3%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Nov 20	253.20	264.00	$258.60	4.2%	--	0.98	418
$1170.00	Nov 20	214.35	223.50	$218.93	4.2%	9	0.96	125
$1145.00	Oct 30	235.80	246.10	$240.95	4.3%	2	0.98	47
$1125.00	Oct 30	256.00	267.50	$261.75	4.4%	--	1.00	14
$1155.00	Oct 30	225.10	235.80	$230.45	4.6%	16	1.00	38

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	228.70	241.25	$234.98	5.3%	1	0.94	--
$1600.00	Oct 30	208.40	221.80	$215.10	6.2%	12	1.00	--
$1460.00	Nov 20	90.70	98.95	$94.83	8.7%	--	0.71	27
$1400.00	Nov 27	58.95	65.00	$61.98	9.8%	2	0.52	8

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.09, cheapest $0.09)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Oct 30	0.08	0.09	$0.09	11.1%	69	0.00	722

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 249 found (avg delta 0.84, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Oct 30	248.70	262.00	$255.35	5.2%	--	1.00	24
$1140.00	Oct 30	238.15	252.00	$245.08	5.7%	--	1.00	19
$1150.00	Oct 30	230.20	242.00	$236.10	5.0%	53	1.00	314
$1175.00	Oct 30	202.65	215.85	$209.25	6.3%	1	1.00	31
$1110.00	Oct 30	268.80	282.00	$275.40	4.8%	--	1.00	19

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Oct 30	109.25	122.00	$115.63	11.0%	3	1.00	2
$1600.00	Oct 30	208.40	221.80	$215.10	6.2%	12	1.00	--
$1620.00	Nov 13	228.70	241.25	$234.98	5.3%	1	0.94	--
$1435.00	Oct 30	50.45	63.50	$56.98	22.9%	--	0.80	15
$1460.00	Nov 20	90.70	98.95	$94.83	8.7%	--	0.71	27

Most actively traded options today. High liquidity = easy entry/exit. 407 active (total vol 7.0K, top 328)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 30	15.85	21.75	$18.80	31.4%	328	0.43	821
$1500.00	Oct 30	0.72	1.25	$0.99	53.5%	315	0.04	765
$1600.00	Oct 30	0.05	0.07	$0.06	33.3%	308	0.00	207
$1450.00	Oct 30	4.25	6.00	$5.13	34.1%	272	0.16	214
$1460.00	Oct 30	3.00	5.20	$4.10	53.7%	218	0.13	117

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 30	0.38	0.80	$0.59	71.2%	164	0.02	273
$1150.00	Oct 30	0.03	0.11	$0.07	114.3%	87	0.00	415
$1120.00	Nov 20	0.39	1.67	$1.03	124.3%	78	0.02	651
$1200.00	Oct 30	0.08	0.09	$0.09	11.1%	69	0.00	722
$1300.00	Oct 30	1.94	2.60	$2.27	29.1%	61	0.08	62

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 102.9%, max 148.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1325.00	Oct 30	Nov 27	79.4%	31.9%	148.7%	10	239
$1380.00	Oct 30	Nov 27	77.3%	32.0%	141.9%	93	306
$1330.00	Oct 30	Nov 27	77.5%	33.3%	132.4%	27	163
$1340.00	Oct 30	Nov 27	76.0%	32.7%	132.1%	37	304
$1360.00	Oct 30	Dec 11	74.4%	32.2%	131.1%	122	326

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1325.00	Oct 30	Nov 27	79.4%	31.9%	148.7%	17	24
$1380.00	Oct 30	Dec 4	77.3%	31.8%	143.3%	33	12
$1360.00	Oct 30	Nov 27	74.4%	32.3%	130.5%	13	31
$1340.00	Oct 30	Nov 20	76.0%	34.0%	123.7%	14	42
$1400.00	Oct 30	Nov 27	75.9%	35.4%	114.7%	16	10

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 268 found (best R:R 0.65, avg 7.07)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1285.00	$1400.00	Dec 4	$69.62	$45.38	$69.62	78%	0.65	$1354.62
$1300.00	$1360.00	Dec 11	$37.65	$22.35	$37.65	74%	0.59	$1337.65
$1325.00	$1330.00	Oct 30	$1.02	$3.98	$1.02	85%	3.90	$1326.02
$1460.00	$1500.00	Dec 4	$7.87	$32.13	$7.87	33%	4.08	$1467.87
$1200.00	$1205.00	Oct 30	$2.25	$2.75	$2.25	100%	1.22	$1202.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1340.00	$1330.00	Nov 13	$0.18	$9.82	$0.18	32%	54.56	$1339.82
$1260.00	$1230.00	Dec 4	$2.30	$27.70	$2.30	17%	12.04	$1257.70
$1390.00	$1385.00	Oct 30	$0.88	$4.12	$0.88	51%	4.68	$1389.12
$1380.00	$1375.00	Oct 30	$0.70	$4.30	$0.70	45%	6.14	$1379.30
$1375.00	$1370.00	Nov 13	$0.93	$4.07	$0.93	45%	4.38	$1374.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 230 found (best R:R 0.48, avg 0.94)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1540.00	$1560.00	Nov 6	$4.69	$4.69	$15.31	89%	0.31	$1544.69
$1440.00	$1460.00	Nov 20	$9.52	$9.52	$10.48	64%	0.91	$1449.52
$1445.00	$1450.00	Nov 6	$4.00	$4.00	$1.00	71%	4.00	$1449.00
$1465.00	$1470.00	Nov 6	$3.68	$3.68	$1.32	77%	2.79	$1468.68
$1580.00	$1600.00	Oct 30	$2.34	$2.34	$17.66	95%	0.13	$1582.34

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1260.00	Dec 4	$39.14	$39.14	$80.86	54%	0.48	$1340.86
$1245.00	$1240.00	Nov 6	$4.63	$4.63	$0.37	90%	12.51	$1240.37
$1265.00	$1260.00	Nov 13	$4.35	$4.35	$0.65	85%	6.69	$1260.65
$1195.00	$1190.00	Nov 6	$3.87	$3.87	$1.13	93%	3.42	$1191.13
$1175.00	$1170.00	Nov 13	$3.83	$3.83	$1.17	92%	3.27	$1171.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $11.25, cheapest $7.57)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1370.00	Oct 30	Nov 6	$12.72	79.2%	43.8%
$1380.00	Oct 30	Nov 6	$10.85	77.3%	42.2%
$1385.00	Oct 30	Nov 6	$15.02	77.8%	43.7%
$1405.00	Oct 30	Nov 6	$11.75	76.6%	42.5%
$1415.00	Oct 30	Nov 6	$11.68	76.6%	44.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1355.00	Oct 30	Nov 6	$7.57	81.0%	41.9%
$1370.00	Oct 30	Nov 6	$8.90	79.2%	43.8%
$1410.00	Oct 30	Nov 13	$17.37	74.7%	39.4%
$1380.00	Oct 30	Nov 6	$9.52	77.3%	42.2%
$1385.00	Oct 30	Nov 6	$9.33	77.8%	43.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 128 found (cheapest 3.57% of stock, avg 7.52%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1390.00	Oct 30	$23.03	$26.38	$49.41	$1340.59	$1439.41	3.57%
$1380.00	Oct 30	$28.35	$21.63	$49.98	$1330.02	$1429.98	3.61%
$1385.00	Oct 30	$24.63	$25.50	$50.13	$1334.87	$1435.13	3.62%
$1395.00	Oct 30	$20.43	$30.08	$50.51	$1344.49	$1445.51	3.65%
$1405.00	Oct 30	$16.40	$35.25	$51.65	$1353.35	$1456.65	3.73%
$1360.00	Oct 30	$39.20	$12.75	$51.95	$1308.05	$1411.95	3.75%
$1400.00	Oct 30	$18.80	$33.25	$52.05	$1347.95	$1452.05	3.76%
$1375.00	Oct 30	$31.45	$20.93	$52.38	$1322.62	$1427.38	3.79%
$1410.00	Oct 30	$13.80	$38.58	$52.38	$1357.62	$1462.38	3.79%
$1370.00	Oct 30	$34.23	$18.95	$53.18	$1316.82	$1423.18	3.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.92% of stock, avg 4.24%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1410.00	$1360.00	Oct 30	$13.80	$12.75	$26.55	$1333.45	$1436.55
$1405.00	$1360.00	Oct 30	$16.40	$12.75	$29.15	$1330.85	$1434.15
$1410.00	$1370.00	Oct 30	$13.80	$18.95	$32.75	$1337.25	$1442.75
$1400.00	$1360.00	Oct 30	$18.80	$12.75	$31.55	$1328.45	$1431.55
$1405.00	$1370.00	Oct 30	$16.40	$18.95	$35.35	$1334.65	$1440.35
$1410.00	$1375.00	Oct 30	$13.80	$20.93	$34.73	$1340.27	$1444.73
$1500.00	$1215.00	Dec 4	$22.58	$8.90	$31.48	$1183.52	$1531.48
$1405.00	$1375.00	Oct 30	$16.40	$20.93	$37.33	$1337.67	$1442.33
$1480.00	$1315.00	Nov 20	$16.40	$20.88	$37.28	$1277.72	$1517.28
$1500.00	$1230.00	Dec 4	$22.58	$11.03	$33.61	$1196.39	$1533.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 269 found (best R:R 2.37, avg credit $4.95)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1170/1175	1520/1530	Nov 13	$7.03	$2.97	78%	2.37	$1167.97	$1527.03
1200/1205	1520/1530	Nov 13	$7.01	$2.99	76%	2.34	$1197.99	$1527.01
1180/1185	1520/1530	Nov 13	$7.07	$2.93	75%	2.41	$1177.93	$1527.07
1160/1165	1520/1530	Nov 13	$6.58	$3.42	78%	1.92	$1158.42	$1526.58
1140/1145	1520/1530	Nov 13	$6.53	$3.47	79%	1.88	$1138.47	$1526.53
1120/1125	1520/1530	Nov 13	$5.76	$4.24	80%	1.36	$1119.24	$1525.76
1170/1175	1510/1520	Nov 13	$5.74	$4.26	75%	1.35	$1169.26	$1515.74
1200/1205	1510/1520	Nov 13	$5.72	$4.28	74%	1.34	$1199.28	$1515.72
1180/1185	1510/1520	Nov 13	$5.78	$4.22	73%	1.37	$1179.22	$1515.78
1110/1115	1520/1530	Nov 13	$4.85	$5.15	82%	0.94	$1110.15	$1524.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 221 found (best R:R 79.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 27	$0.25	$19.75	12%	79.00
$1440.00	$1460.00	$1480.00	Nov 27	$0.18	$19.82	10%	110.11
$1480.00	$1500.00	$1520.00	Nov 27	$0.16	$19.84	9%	124.00
$1460.00	$1480.00	$1500.00	Nov 13	$0.60	$19.40	12%	32.33
$1420.00	$1440.00	$1460.00	Dec 4	$0.64	$19.36	10%	30.25

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1200.00	$1215.00	$1230.00	Dec 4	$0.18	$14.82	4%	82.33
$1285.00	$1290.00	$1295.00	Oct 30	$0.10	$4.90	2%	49.00
$1310.00	$1315.00	$1320.00	Oct 30	$0.14	$4.86	2%	34.71
$1120.00	$1125.00	$1130.00	Oct 30	$0.10	$4.90	1%	49.00
$1120.00	$1125.00	$1130.00	Nov 6	$0.13	$4.87	0%	37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 200 found (best net $-7.97, 161 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$7.97	$127.03
$1600.00	$1620.00	1:2	Nov 13	-$0.36	$19.64
$1600.00	$1620.00	1:2	Nov 20	-$0.32	$19.68
$1500.00	$1520.00	1:2	Oct 30	-$0.05	$19.95
$1520.00	$1540.00	1:2	Oct 30	-$0.06	$19.94

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1500.00	1:2	Oct 30	-$16.16	$83.84
$1360.00	$1325.00	1:2	Nov 27	-$10.23	$24.77
$1305.00	$1300.00	1:2	Oct 30	-$0.25	$4.75
$1160.00	$1150.00	1:2	Nov 20	-$0.24	$9.76
$1220.00	$1215.00	1:2	Nov 6	-$0.26	$4.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 93 found (best yield 3.57%, avg 0.97%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1400.00	Dec 4	$49.35	0.49	1.2%	3.57%	4.76%	39	5
$1420.00	Dec 4	$39.50	0.44	2.6%	2.86%	5.49%	3	4
$1440.00	Dec 4	$32.30	0.38	4.1%	2.33%	6.42%	--	17
$1420.00	Nov 27	$36.10	0.43	2.6%	2.61%	5.25%	5	522
$1400.00	Nov 27	$43.65	0.49	1.2%	3.16%	4.35%	2	183
$1460.00	Dec 4	$26.35	0.33	5.5%	1.90%	7.43%	2	3
$1400.00	Nov 20	$40.65	0.47	1.2%	2.94%	4.13%	32	971
$1440.00	Nov 27	$27.55	0.37	4.1%	1.99%	6.08%	--	226
$1500.00	Dec 4	$17.45	0.26	8.4%	1.26%	9.68%	2	5
$1460.00	Nov 27	$22.45	0.33	5.5%	1.62%	7.15%	1	24

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Current Put/Call Breakdown

Total Calls 6,752

Total Puts 4,303

Put/Call Ratio 0.64

Net Difference 2,449

Prior's Put/Call Breakdown

Total Calls 3,819

Total Puts 1,839

Put/Call Ratio 0.48

Net Difference 1,980

Prior 7-Day Put/Call Summary

Total Calls 176,006

Total Puts 121,075

Average Put/Call Ratio 0.83

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

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📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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